+41.8%
DVA vs DAR
-8.0%
+49.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -0.4% | +7.4% | -7.8% | -1.7% |
| 3M | -7.7% | +15.7% | -23.3% | -10.1% |
| 6M | +20.0% | +30.0% | -10.1% | +14.1% |
| YTD | +61.1% | +87.5% | -26.4% | +43.6% |
| 1Y | +33.9% | +113.4% | -79.5% | +16.3% |
| 3Y | +91.5% | +15.3% | +76.2% | +82.3% |
| 5Y | +41.8% | -4.3% | +46.1% | +38.0% |
| All | +41.8% | -8.0% | +49.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling